+3.4%
EXC vs TWLO
+123.2%
-119.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -2.1% |
| 7D | -0.7% | -2.0% | +1.4% | -0.7% |
| 30D | -4.6% | +20.6% | -25.2% | -3.9% |
| 3M | -2.2% | -1.5% | -0.7% | -2.3% |
| 6M | -10.6% | +89.4% | -100.0% | -8.1% |
| YTD | +1.9% | +63.8% | -61.9% | +3.8% |
| 1Y | +3.4% | +119.7% | -116.3% | +7.9% |
| All | +3.4% | +123.2% | -119.8% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling